Did you implement the blueprint interface on all sub levels as well as the persistent level? Sequencer does not have the ability to determine which level blueprint you wish to call it on so it attempts to call it on all of them, and this method is not recommended anymore.
The easier way to do this is just to add the S_Lighthouse_Horn_Cue actor directly to Sequencer and then add an event track to it in Sequencer. When you create an event key it will create a function in the Sequencer Director Blueprint which has the S_Lighthouse_Horn_Cue actor as a parameter passed to it. Then you can call the function directly on the sound Cue.
This was created using the Quick Bind menu when creating the event key and searching for the Play (Component) function. The custom event (with additional Start Time parameter) was created automatically as a result.